A Sequential Monte Carlo Method for Parameter Estimation in Nonlinear Stochastic PDE's with Periodic Boundary Conditions
Author:
Affiliation:
1. Universidad Carlos III de Madrid,Department of Signal Theory & Communications,Spain
2. Physics and Inorganic Chemistry, Universidad Rey Juan Carlos,Dept. of Biology and Geology,Spain
Funder
Office of Naval Research
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10402605/10403414/10403440.pdf?arnumber=10403440
Reference19 articles.
1. An Introduction to Computational Stochastic PDEs
2. The maximum likelihood ensemble smoother for the Kuramoto–Sivashinsky equation
3. Concurrent MultiParameter Learning Demonstrated on the Kuramoto--Sivashinsky Equation
4. Nested particle filters for online parameter estimation in discrete-time state-space Markov models
5. Uniform convergence over time of a nested particle filtering scheme for recursive parameter estimation in state-space Markov models
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